CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0755 |
1.0762 |
0.0007 |
0.1% |
1.0782 |
| High |
1.0773 |
1.0768 |
-0.0005 |
0.0% |
1.0816 |
| Low |
1.0709 |
1.0713 |
0.0005 |
0.0% |
1.0691 |
| Close |
1.0736 |
1.0735 |
-0.0001 |
0.0% |
1.0702 |
| Range |
0.0064 |
0.0055 |
-0.0010 |
-14.8% |
0.0125 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
332,730 |
552,945 |
220,215 |
66.2% |
912,043 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0873 |
1.0765 |
|
| R3 |
1.0848 |
1.0819 |
1.0750 |
|
| R2 |
1.0793 |
1.0793 |
1.0745 |
|
| R1 |
1.0764 |
1.0764 |
1.0740 |
1.0751 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0732 |
| S1 |
1.0710 |
1.0710 |
1.0730 |
1.0697 |
| S2 |
1.0684 |
1.0684 |
1.0725 |
|
| S3 |
1.0630 |
1.0655 |
1.0720 |
|
| S4 |
1.0575 |
1.0601 |
1.0705 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1031 |
1.0770 |
|
| R3 |
1.0986 |
1.0906 |
1.0736 |
|
| R2 |
1.0861 |
1.0861 |
1.0724 |
|
| R1 |
1.0781 |
1.0781 |
1.0713 |
1.0759 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0725 |
| S1 |
1.0656 |
1.0656 |
1.0690 |
1.0634 |
| S2 |
1.0611 |
1.0611 |
1.0679 |
|
| S3 |
1.0486 |
1.0531 |
1.0667 |
|
| S4 |
1.0361 |
1.0406 |
1.0633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0773 |
1.0691 |
0.0082 |
0.8% |
0.0053 |
0.5% |
54% |
False |
False |
302,808 |
| 10 |
1.0956 |
1.0691 |
0.0265 |
2.5% |
0.0072 |
0.7% |
17% |
False |
False |
273,199 |
| 20 |
1.0956 |
1.0691 |
0.0265 |
2.5% |
0.0070 |
0.7% |
17% |
False |
False |
221,782 |
| 40 |
1.1275 |
1.0691 |
0.0584 |
5.4% |
0.0074 |
0.7% |
8% |
False |
False |
202,702 |
| 60 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
7% |
False |
False |
197,066 |
| 80 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
7% |
False |
False |
167,573 |
| 100 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
7% |
False |
False |
134,354 |
| 120 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
7% |
False |
False |
112,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0910 |
|
1.618 |
1.0856 |
|
1.000 |
1.0822 |
|
0.618 |
1.0801 |
|
HIGH |
1.0768 |
|
0.618 |
1.0747 |
|
0.500 |
1.0740 |
|
0.382 |
1.0734 |
|
LOW |
1.0713 |
|
0.618 |
1.0679 |
|
1.000 |
1.0659 |
|
1.618 |
1.0625 |
|
2.618 |
1.0570 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0741 |
| PP |
1.0739 |
1.0739 |
| S1 |
1.0737 |
1.0737 |
|